+343.3%
SPGI vs ESI
+318.1%
+25.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +1.2% | +5.5% | -4.3% | -0.3% |
| 30D | +15.9% | -7.8% | +23.7% | +17.9% |
| 3M | +12.3% | -15.0% | +27.3% | +16.2% |
| 6M | +23.7% | -24.9% | +48.6% | +30.5% |
| YTD | -3.5% | +33.2% | -36.8% | -17.6% |
| 1Y | +0.4% | +24.9% | -24.5% | -12.6% |
| 3Y | +29.9% | +77.8% | -47.9% | -3.7% |
| 5Y | +15.2% | +37.1% | -21.9% | -8.5% |
| All | +343.3% | +318.1% | +25.3% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling